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Market liquidity : asset pricing, risk, and crises
Amihud, Yakov (contributor); Mendelson, Haim (contributor);  … - 2013
This book is about the pricing of liquidity. We present theory and evidence on how liquidity affects securities prices, why liquidity varies over time, how a drop in liquidity leads to a drop in prices, and why liquidity crises create liquidity spirals. The analysis has implications for traders,...
Persistent link: https://www.econbiz.de/10009690878
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The pricing of illiquidity as a characteristic and as risk
Amihud, Yakov; Mendelson, Haim - In: Multinational finance journal : MF ; quarterly … 19 (2015) 3/4, pp. 149-168
Persistent link: https://www.econbiz.de/10011434206
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Competitive customization
Mendelson, Haim; Parlaktürk, Ali K. - In: Manufacturing & service operations management : M & SOM 10 (2008) 3, pp. 377-390
Persistent link: https://www.econbiz.de/10003747817
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Controlling the GI/M/1 queue by conditional acceptance of customers
Mendelson, Haim; Yechiali, Uri - In: European journal of operational research : EJOR 7 (1981) 1, pp. 77-85
Persistent link: https://www.econbiz.de/10003629984
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Optimal policies for data base reorganization
Mendelson, Haim; Yechiali, Uri - In: Operations research 29 (1981) 1, pp. 23-36
Persistent link: https://www.econbiz.de/10003629997
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A stochastic allocation problem
Mendelson, Haim; Pliskin, Joseph S.; Yechiali, Uri - In: Operations research 28 (1980) 3, pp. 687-693
Persistent link: https://www.econbiz.de/10003630010
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Intermarket competition and stock returns : evidence from NYSE-listed stocks
Amihud, Yakov (contributor); Mendelson, Haim (contributor) - 2004 - [Elektronische Ressource],
Persistent link: https://www.econbiz.de/10002496902
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Optimal consumption policy under uncertain income
Mendelson, Haim; Amihud, Yakov - In: Management science : journal of the Institute for … 28 (1982) 6, pp. 683-697
Persistent link: https://www.econbiz.de/10002451733
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The value of trading consolidation : evidence from the exercise of warrants
Amihud, Yakov (contributor); Lauterbach, Beni (contributor);  … - 2002 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001656870
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The value of trading consolidation : evidence from the exercise of warrants
Amihud, Yakov; Lauterbach, Beni; Mendelson, Haim - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 4, pp. 829-846
Persistent link: https://www.econbiz.de/10001859288